Dynamic 40/60 Income Portfolio: Rolling Returns

Data Source: from January 1992 to March 2024 (~32 years)
Consolidated Returns as of 31 March 2024

Holding the Dynamic 40/60 Income Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~32 years), the longest period with a negative return lasted 69 months (from June 2003 to February 2009).

This means that every rolling period of 70 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Dynamic 40/60 Income Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

DYNAMIC 40/60 INCOME PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 4.62% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DYNAMIC 40/60 INCOME PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1992 - 31 March 2024 (~32 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.23% +45.82%
Mar 2009 - Feb 2010 		-27.71%
Mar 2008 - Feb 2009 		13.03%
49 out of 376
US Inflation Adjusted +4.99% +42.75%
Mar 2009 - Feb 2010 		-27.72%
Mar 2008 - Feb 2009 		21.01%
79 out of 376
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.28% +27.87%
Mar 2009 - Feb 2011 		-14.95%
Mar 2007 - Feb 2009 		9.07%
33 out of 364
US Inflation Adjusted +4.67% +25.19%
Mar 2009 - Feb 2011 		-16.66%
Mar 2007 - Feb 2009 		12.91%
47 out of 364
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.27% +20.25%
Mar 2009 - Feb 2012 		-7.96%
Mar 2006 - Feb 2009 		3.69%
13 out of 352
US Inflation Adjusted +4.83% +17.45%
Mar 2009 - Feb 2012 		-9.92%
Mar 2006 - Feb 2009 		13.64%
48 out of 352
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.89% +17.20%
Mar 2009 - Feb 2013 		-4.50%
Mar 2005 - Feb 2009 		2.06%
7 out of 340
US Inflation Adjusted +4.89% +14.57%
Mar 2009 - Feb 2013 		-6.86%
Mar 2005 - Feb 2009 		9.71%
33 out of 340
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.94% +15.13%
Mar 2009 - Feb 2014 		-2.29%
Mar 2004 - Feb 2009 		0.91%
3 out of 328
US Inflation Adjusted +4.90% +12.80%
Mar 2009 - Feb 2014 		-4.81%
Mar 2004 - Feb 2009 		7.93%
26 out of 328
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.89% +13.71%
Apr 1992 - Mar 1998 		+1.25%
Mar 2003 - Feb 2009 		0.00%
0 out of 316
US Inflation Adjusted +4.70% +11.79%
Mar 2009 - Feb 2015 		-1.39%
Nov 2017 - Oct 2023 		6.01%
19 out of 316
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.60% +12.44%
May 1992 - Apr 1999 		+1.44%
Mar 2002 - Feb 2009 		0.00%
0 out of 304
US Inflation Adjusted +4.58% +9.67%
May 1992 - Apr 1999 		-1.11%
Mar 2002 - Feb 2009 		1.32%
4 out of 304
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.48% +11.98%
Jan 1992 - Dec 1999 		+2.25%
Mar 2001 - Feb 2009 		0.00%
0 out of 292
US Inflation Adjusted +4.40% +9.37%
Mar 2009 - Feb 2017 		-0.15%
Mar 2001 - Feb 2009 		0.34%
1 out of 292
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.53% +11.78%
Jan 1995 - Dec 2003 		+2.56%
Mar 2000 - Feb 2009 		0.00%
0 out of 280
US Inflation Adjusted +4.43% +9.18%
Jan 1995 - Dec 2003 		+0.04%
Mar 2000 - Feb 2009 		0.00%
0 out of 280
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.55% +11.43%
Jan 1995 - Dec 2004 		+3.40%
Mar 1999 - Feb 2009 		0.00%
0 out of 268
US Inflation Adjusted +4.38% +8.74%
Jan 1995 - Dec 2004 		+0.79%
Mar 1999 - Feb 2009 		0.00%
0 out of 268
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.73% +10.86%
Jan 1995 - Dec 2005 		+3.33%
Mar 1998 - Feb 2009 		0.00%
0 out of 256
US Inflation Adjusted +4.29% +8.09%
Jan 1995 - Dec 2005 		+0.81%
Mar 1998 - Feb 2009 		0.00%
0 out of 256
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.70% +10.83%
Feb 1992 - Jan 2004 		+4.34%
Mar 1997 - Feb 2009 		0.00%
0 out of 244
US Inflation Adjusted +4.23% +8.12%
Apr 1992 - Mar 2004 		+1.88%
Nov 2010 - Oct 2022 		0.00%
0 out of 244
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.77% +10.60%
Jan 1992 - Dec 2004 		+4.46%
Apr 2007 - Mar 2020 		0.00%
0 out of 232
US Inflation Adjusted +4.35% +7.85%
Jan 1992 - Dec 2004 		+1.81%
Nov 2010 - Oct 2023 		0.00%
0 out of 232
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.79% +10.23%
Feb 1992 - Jan 2006 		+4.76%
Apr 2006 - Mar 2020 		0.00%
0 out of 220
US Inflation Adjusted +4.42% +7.41%
Jan 1992 - Dec 2005 		+2.65%
Nov 2009 - Oct 2023 		0.00%
0 out of 220
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.85% +10.14%
Jan 1992 - Dec 2006 		+4.34%
Oct 2007 - Sep 2022 		0.00%
0 out of 208
US Inflation Adjusted +4.45% +7.35%
Jan 1992 - Dec 2006 		+1.92%
Oct 2007 - Sep 2022 		0.00%
0 out of 208
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.72% +9.53%
Jan 1992 - Dec 2007 		+4.35%
Nov 2007 - Oct 2023 		0.00%
0 out of 196
US Inflation Adjusted +4.44% +6.66%
Jan 1992 - Dec 2007 		+1.87%
Nov 2007 - Oct 2023 		0.00%
0 out of 196
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.73% +8.78%
Apr 1995 - Mar 2012 		+4.46%
Nov 2006 - Oct 2023 		0.00%
0 out of 184
US Inflation Adjusted +4.48% +6.16%
Apr 1995 - Mar 2012 		+1.91%
Nov 2006 - Oct 2023 		0.00%
0 out of 184
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.72% +8.86%
Jan 1995 - Dec 2012 		+4.75%
Nov 2005 - Oct 2023 		0.00%
0 out of 172
US Inflation Adjusted +4.50% +6.27%
Jan 1995 - Dec 2012 		+2.22%
Jan 2005 - Dec 2022 		0.00%
0 out of 172
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.76% +8.87%
May 1992 - Apr 2011 		+4.81%
Nov 2004 - Oct 2023 		0.00%
0 out of 160
US Inflation Adjusted +4.49% +6.18%
May 1992 - Apr 2011 		+2.21%
Nov 2004 - Oct 2023 		0.00%
0 out of 160
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.74% +8.70%
Apr 1992 - Mar 2012 		+4.99%
Nov 2003 - Oct 2023 		0.00%
0 out of 148
US Inflation Adjusted +4.54% +6.22%
Dec 1994 - Nov 2014 		+2.35%
Nov 2003 - Oct 2023 		0.00%
0 out of 148
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Dynamic 40/60 Income Portfolio: ETF allocation and returns page.